White Paper: Investing under Low-Probability “Black Swan” Scenarios
Portfolio manager John manages an institutional fund of $45 billion. [...]
Use Case: US Auto Industry Bet
Realizing that the automotive industry is leaning toward electric and [...]
Use Case: Long Short Asian Equities
In the wake of major global events, markets become more [...]
Use Case: Return Attribution based on Forward-Looking Scenarios
Computing break-even returns by each asset and asset class, based [...]
Use Case: Evaluating a Non-Traded Asset in a Multi-Asset Portfolio
An absolute return manager helps manage a $20 billion endowment [...]
Use Case: More Robust Methods to Estimate Capital Adequacy
In order to better meet capital adequacy requirements, a more [...]